Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 0.198687 0.212743 0.227696 0.244856 0.264088 0.285076 0.309846
2026-02-08 0.178304 0.196484 0.216719 0.241114 0.270001 0.303472 0.345724
2026-02-15 0.168786 0.190313 0.215170 0.246398 0.285178 0.332598 0.396361
2026-02-22 0.158241 0.181539 0.209204 0.245101 0.291421 0.350651 0.434762
2026-03-01 0.149145 0.173530 0.203158 0.242654 0.295319 0.365369 0.469916
2026-03-08 0.140563 0.165408 0.196164 0.238088 0.295556 0.374632 0.497981
2026-03-15 0.133628 0.158831 0.190552 0.234671 0.296699 0.384809 0.528231
2026-03-22 0.130301 0.156585 0.190277 0.238203 0.307555 0.409779 0.584889
2026-03-29 0.129028 0.156853 0.193220 0.246218 0.325373 0.447000 0.668106
2026-04-05 0.124313 0.152271 0.189281 0.244098 0.327752 0.460065 0.711107
2026-04-12 0.121241 0.149713 0.187927 0.245531 0.335545 0.482619 0.775800
2026-04-19 0.115683 0.143515 0.181167 0.238509 0.329375 0.480755 0.791826
2026-04-26 0.110087 0.137185 0.174126 0.230947 0.322228 0.477264 0.805776
2026-05-03 0.106339 0.133267 0.170334 0.228081 0.322505 0.486987 0.850162
2026-05-10 0.105236 0.132975 0.171706 0.233190 0.336424 0.523334 0.963750
2026-05-17 0.102445 0.130171 0.169259 0.232116 0.339616 0.539664 1.034125
2026-05-24 0.099534 0.127078 0.166236 0.229916 0.340606 0.551703 1.096954
2026-05-31 0.096274 0.123369 0.162137 0.225735 0.337693 0.555405 1.138242
2026-06-07 0.093479 0.120242 0.158788 0.222596 0.336422 0.562370 1.191169
2026-06-14 0.092478 0.119687 0.159300 0.225856 0.347226 0.596675 1.339514
2026-06-21 0.092524 0.120659 0.162175 0.233238 0.366521 0.653199 1.590232
2026-06-28 0.090355 0.118261 0.159704 0.231288 0.367416 0.666977 1.695199
2026-07-05 0.089048 0.117108 0.159137 0.232607 0.374931 0.698022 1.886331